Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47349.9 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45954.92 Kr¶

PnL: ---------------------------------------> -933.65 Kr¶

DD now: ---------------------------------> -2.632 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 14:30:18.201081'

Anic Portfolio¶

Today¶

Return: -0.178 %¶

This Week¶

Return: -1.175 %¶

Total¶

Return: 55.011 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 0.130000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 15.330000 797.600000 124.600000 18.510000 673.000000
SAAB B 8 1.130000 3446.400000 69.400000 2.060000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.020000 396.000000 41.000000 11.550000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Boozt 12 1.220000 1688.400000 34.400000 2.080000 1653.999996
Corem Property Group B 59 -1.240000 609.470000 32.470000 5.630000 576.999999
Intrum 4 4.600000 554.600000 27.600000 5.240000 527.000000
Resurs Holding 22 -1.020000 595.760000 21.760000 3.790000 573.999998
AcadeMedia 12 -1.310000 577.920000 20.920000 3.760000 557.000004
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.850000 574.800000 10.800000 1.910000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.230000 580.080000 10.080000 1.770000 570.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.640000 2.640000 1.070000 246.000000
CTEK 13 0.640000 532.480000 -1.520000 -0.280000 533.999999
Handelsbanken A 5 -0.420000 537.500000 -8.500000 -1.560000 546.000000
Nordea Bank Abp 29 -0.690000 3445.200000 -8.800000 -0.250000 3453.999992
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -3.790000 538.000000 -36.000000 -6.270000 574.000000
International Petroleum Corp. 5 -0.450000 550.000000 -44.570000 -7.500000 594.565215
Vivesto 1368 2.050000 544.460000 -68.540000 -11.180000 612.999432
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.440000 2875.600000 -95.400000 -3.210000 2971.000006
Fasadgruppen Group 35 0.580000 3654.000000 -157.000000 -4.120000 3810.999990
OX2 18 1.090000 1418.400000 -245.600000 -14.760000 1663.999992
Axfood 13 -2.620000 3482.700000 -273.300000 -7.280000 3756.000001
Ovzon 52 -1.130000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 45954.920000 -933.650000 -2.63211% 46888.564618

Updated:¶

'2023-01-26 14:30:30.867840'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶